Résumé
The purpose of this paper consists of proposing a generalized solution for a porous media type equation on a half-line with Neumann boundary condition and prove a probabilistic representation of this solution in terms of an associated microscopic diffusion. The main idea is to construct a stochastic differential equation with reflection, which has a solution in law and whose marginal law densities provide the unique solution of the porous media type equation.
| langue originale | Anglais |
|---|---|
| Pages (de - à) | 181-200 |
| Nombre de pages | 20 |
| journal | Differential and Integral Equations |
| Volume | 27 |
| Numéro de publication | 1-2 |
| état | Publié - 1 janv. 2014 |
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